Report analysis: Quantum Emperor V5.8 · MT4 XAUUSD M5 Backtest
A 178-day XAUUSD M5 backtest of Quantum Emperor V5.8 shows a 128.87% return with 610 closed rows, but heavy repeated same-timestamp stop-loss clusters and 58.48% maximum drawdown indicate substantial realized risk that cannot be confirmed under the reported 64.17% history quality.
This page analyzes a user-submitted MT4/MT5 report. It does not authenticate ownership, rerun an independent backtest or predict future profit.
The 0–100 AI score is an evidence-based assessment, not a probability of profit. Read it with the rationale and unknowns.
Read metric definitions, report comparisons and evidence limitsQuantum Emperor V5.8 · MT4 XAUUSD M5 Backtest
The 0–100 AI score is an evidence-based assessment, not a probability of profit. Read it with the rationale and unknowns.
Data transparency
This page analyzes a user-submitted MT4/MT5 report. It does not authenticate ownership, rerun an independent backtest or predict future profit.
| Data source | User-submitted MT4 report |
|---|---|
| Broker | ICMarketsSC-Demo03 |
| Symbol | XAUUSD |
| Timeframe | M5 |
| Trade period | 2026-01-05 — 2026-07-02 |
| Report type | BACKTEST |
| Reported trades | 610 |
| Processing method | Parser extraction and supported calculations + AI review; not account authentication |
Key metrics
These metrics come from imported records and supported calculations. Check capital, costs, cash flows and period before comparing reports.
| Return | 128.9% |
|---|---|
| Max drawdown | 58.48% |
| PF | 1.39 |
| Win rate | 95.41% |
| Net profit | 12,886.96 |
| Expectancy | 21.13 |
| Payoff ratio | 0.07 |
Growth
Normalised to 100 at the starting capital of the imported report. The chart samples the saved per-trade results and is not a live broker equity curve.
Normalised to 100 at the starting capital of the imported report. The chart samples the saved per-trade results and is not a live broker equity curve.
Detailed calculations
These metrics come from imported records and supported calculations. Check capital, costs, cash flows and period before comparing reports.
Return = net profit ÷ initial capital × 100%; PF = gross profit ÷ absolute gross loss; expectancy = net profit ÷ number of closed trades; payoff ratio = average win ÷ absolute average loss. Max drawdown uses the value reported by the source report. If the report contains deposits or withdrawals, the return should be interpreted together with the cash flow.
Why this safety score
Verified: 610 closed rows, net profit 12,886.96 on a 10,000 base (+128.87%), profit factor 1.39, win rate 95.41%.
- Verified risk: maximum drawdown 58.48% of the account, with balance falling from a peak near 34,262.60 (2026-05-21) to 18,857.63 after the 2026-06-17 loss cluster.
- Verified: profit factor 1.39 is modest relative to the 95.41% win rate, meaning a small number of large stop-loss exits carry most of the loss weight (e.g., six -1,529.27 rows plus a -1,236.56 row on 2026-06-17).
- Verified concentration: the top 1% of trades (7) account for 4.95% of gross profit; removing them drops profit factor to 1.32, so headline profit is not dependent on a handful of outliers, though the top 5% (31 trades) contribute 17.23%.
- Verified: repeated loss clusters of identical size and identical close timestamp (e.g., 2026-02-03, 2026-02-19, 2026-05-26, 2026-06-17) are large negative stop-loss exit groups; without entry tickets the underlying position structure is unconfirmed.
- Verified test-quality flag: 25 mismatched chart errors and History Quality 64.17%, so the backtest result cannot be fully relied upon as a precise simulation.
- Verified: s/l exits showing positive profit (e.g., +17.01, +80.25) are consistent with a trailing/breakeven stop style rather than a data anomaly.
Key risk flags
Maximum drawdown of 58.48% against a 10,000 starting balance means roughly 5,850 of peak equity was given back at the worst point.
- Several loss clusters of six identical stop-loss exits at the same minute (2026-02-03: -827.31 x5 plus -802.24 and -676.20; 2026-02-19: -701.96/-727.03 x6 plus -579.60; 2026-06-17: -1,529.27 x6 plus -1,236.56) produce steep single-event equity drops that are inconsistent with the 95.41% win-rate headline.
- Profit factor of 1.39 on a 95.41% win rate implies average loss size materially exceeds average win size, a risk profile sensitive to any change in stop execution.
- 25 mismatched chart errors and 64.17% history quality mean the reported return, drawdown, and win rate may differ materially in a clean-data rerun.
What the data cannot tell
Entry timestamps, ticket-to-entry pairing, and direction are not present in the parsed rows, so whether the repeated same-timestamp stop-loss groups represent one position, layered entries, or independent trades cannot be determined.
- Whether the same-time clusters were hedge-mode, netting, or a single order split cannot be resolved without paired tickets.
- Real-world slippage, spread widening on XAUUSD news events, and execution latency are not modeled by the reported 'slippage 5' test setting.
- The EA's exact position-sizing rule and the StopLoss 2500 parameter interpretation are not specified in the report.
Next actions
Resolve the 25 explicit mismatched chart errors and rerun on the intended XAUUSD M5 history, then report the resulting history-quality value.
- Obtain paired entry/exit tickets for the same-minute stop-loss clusters to confirm whether they are one position or multiple layered positions.
- Run a forward Demo or Real test on the same settings and compare trade-level results against this backtest.
- Test sensitivity to higher spread/slippage assumptions on XAUUSD around the loss-cluster dates to see whether the 58.48% drawdown deepens.
- Review the position-sizing rule and confirm whether lot growth reflects compounding or recovery after losses.
Frequently asked questions
The 0–100 AI score is an evidence-based assessment, not a probability of profit. Read it with the rationale and unknowns.
Q. Why is the win rate 95.41% yet the profit factor only 1.39?
A. The 610 closed rows show most exits as small positive s/l (trailing-stop) or t/p fills, but a few clusters of same-timestamp stop-loss exits are large negatives, such as six -827.31 rows on 2026-02-03, six -701.96/-727.03 rows on 2026-02-19, and six -1,529.27 rows plus -1,236.56 on 2026-06-17. Those large losses offset the many small wins, leaving a modest 1.39 profit factor.
Q. How severe is the drawdown in this backtest?
A. Maximum drawdown is reported as 58.48%. In the trade rows, balance peaked at 34,262.60 on 2026-05-21 and fell to 18,857.63 after the 2026-06-17 loss cluster, a decline of roughly 45% within that specific episode; the larger 58.48% figure reflects a different, worst peak-to-trough episode in the full series.
Q. What does the -s/l exit style with positive P/L mean?
A. Rows such as +17.01, +80.25, or +253.46 marked s/l closed in profit, which is consistent with a trailing or breakeven stop that had been moved above entry before price retraced. It is the strategy's exit style, not a data error.
Q. How reliable is this backtest given the reported test quality?
A. The report context states History Quality 64.17% and the evidence flags list 25 mismatched chart errors. Under those warnings, the reported 128.87% return, 1.39 profit factor, and 58.48% drawdown cannot be fully relied upon until the mismatched charts are resolved and the test is rerun on the intended history.
Q. How is RBOT different from asking a general-purpose AI assistant (such as ChatGPT, Gemini, Claude or DeepSeek) to analyse my report myself?
A. RBOT parses MT4/MT5 reports into structured metrics and trade records before AI review. Supported calculations can be checked against the original export; AI wording and scores can vary and are not guaranteed to be deterministic or comparable across reports. General AI assistants may also use calculation tools. Missing actual slippage, ownership or forward validation still requires other evidence.